Geodesic
On controlled diffusion processes in a~bounded domain
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 632-638

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The paper studies an optimization problem for controlled diffusion processes in a smooth bounded domain. The existence of an optimal control with “good” properties is demonstrated for controlled (in the weak sense) processes of diffusion type.
Keywords: controlled diffusion processes, optimal control. 
@article{TVP_1995_40_3_a10,
     author = {L. A. Alyushina},
     title = {On controlled diffusion processes in a~bounded domain},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {632--638},
     publisher = {mathdoc},
     volume = {40},
     number = {3},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a10/}
}
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L. A. Alyushina. On controlled diffusion processes in a~bounded domain. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 632-638. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a10/